Look Up exuber's Test/Procedure Functions by Family

The naming conventions (radf_, _test, dating_ and monitor_, see vignette("naming-and-analysis")) are a guide and not a contract. They are easy to misremember, and they are occasionally traded off deliberately: monitor() uses the ADF family internally but is named after what it does. This function is the queryable source of truth for which of the package's test, dating, monitoring and root-inference functions belong to which family.

Usage

exuber_functions(family = NULL)

Arguments

family

One of "adf" (built on the recursive ADF core), "test" (a standalone hypothesis test), "dating" (point estimation or model selection, with no formal test), "monitor" (real-time or sequential), "root" (confidence-interval inference on the explosive root), "regression" (point estimation, no test) or NULL (default) for every function. A function can belong to more than one family: monitor() is both "adf" and "monitor".

Value

A tibble with the columns name, family and description, and one row for each function.

See also

vignette("naming-and-analysis", package = "exuber") for the full naming scheme and for which functions work with summary(), datestamp, tidy and autoplot.

Examples

exuber_functions()
#> # A tibble: 34 × 3
#>    name          family description                                             
#>    <chr>         <chr>  <chr>                                                   
#>  1 radf          adf    The recursive ADF/SADF/GSADF/BSADF statistic (Phillips,…
#>  2 radf_mc_cv    adf    Monte Carlo critical values for radf().                 
#>  3 radf_wb_cv    adf    Wild bootstrap critical values for radf() (heteroskedas…
#>  4 radf_wb_ps_cv adf    Phillips & Shi (2020) wild bootstrap critical values wi…
#>  5 radf_sb_cv    adf    Panel sieve bootstrap critical values for radf().       
#>  6 radf_tt       adf    Time-transformed test (STADF/GSTADF), bootstrap-free he…
#>  7 radf_tt_cv    adf    Pivotal asymptotic critical values for radf_tt().       
#>  8 radf_sign     adf    Sign-based sPWY/sPSY test, exactly invariant to heteros…
#>  9 radf_sign_cv  adf    Critical values for radf_sign().                        
#> 10 radf_sign_dm  adf    Recursively demeaned sign-based test, robust to determi…
#> # ℹ 24 more rows
exuber_functions(family = "monitor")
#> # A tibble: 4 × 3
#>   name             family      description                                      
#>   <chr>            <chr>       <chr>                                            
#> 1 monitor          adf,monitor Real-time monitoring (Family A); reuses radf()'s…
#> 2 monitor_cusum    monitor     CUSUM/CUSUMV real-time monitoring, closed-form b…
#> 3 monitor_lbi      monitor     Sequential extension of lbi_test(), constant-bou…
#> 4 monitor_quantile monitor     QPWY/QPSY recursive quantile-regression monitori…
exuber_functions(family = "test")
#> # A tibble: 6 × 3
#>   name           family   description                                           
#>   <chr>          <chr>    <chr>                                                 
#> 1 lbi_test       test     Locally best invariant test for a bubble spanning the…
#> 2 ssu_test       test     Stochastic explosive-coefficient tests SSU/GSSU on sq…
#> 3 cusum_test     test     Retrospective CUSUM and CUSUM-of-squares bubble tests…
#> 4 quantile_test  test     Quantile-regression global test, an alternative to th…
#> 5 cobubble_test  test     KPSS-type co-explosive test between two series (Evrip…
#> 6 radf_sbz_union adf,test SBZ union-of-rejections test (supDF and supBZ, paired…